+55.5%
CIFR vs GME
-19.1%
+74.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.5% | -8.2% | -6.0% |
| 7D | -8.2% | +6.0% | -14.3% | -9.1% |
| 30D | -7.4% | +8.3% | -15.7% | -8.7% |
| 3M | -24.2% | -9.1% | -15.1% | -23.1% |
| 6M | +14.2% | -16.3% | +30.5% | +17.1% |
| YTD | +8.0% | +1.5% | +6.5% | -4.9% |
| 1Y | +55.5% | -16.3% | +71.8% | +61.1% |
| All | +55.5% | -19.1% | +74.6% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling